Can't seem to get rid of chain rub.

I put Tiagra compact crankset and FD on my bike (I believe FC-4650 and FD-4600), and can't get rid of chain rub. It only happens in big ring and when some power is applied (not a lot - I'm no Jens Voigt). The rub appears only on top of the stroke, but regardless of which rear cog is engaged. To not to hear anything I have to spin very lightly in big ring - no way to climb any small bump without chain rub. Everything seems nicely lined up and quiet on the bike stand .

I'm using SRAM 951 chain - I have 9 speed cassette. Could this be the issue - are 10-speed chains narrower on the outside?

Another question, not sure if related. I'm using 9-speed Ultegra brifters (6510?) - and the front one has 4 positions. Can the FD be adjusted so that 2 positions are over small and 2 over big ring? So far, I seem to get 3 over the small ring, the last click gets the chain to the big ring. When adjusting limit screws, the chain seems to fall off the big ring before I get 2 clicks over it.

Is it all just user error, or is there some incompatibility between the parts I'm using?